brent

brent, a Fortran77 code which finds a zero or a local minimizer or a global minimizer of a scalar function of a scalar variable, by Richard Brent.

The methods do not require the use of derivatives, and do not assume that the function is differentiable.

Licensing:

The information on this web page is distributed under the MIT license

Languages:

brent is available in a Fortran77 version.

Related Data and Programs:

brent_test

glomin, a Fortran77 code which finds a global minimum of a scalar function of a scalar argument, without the use of derivative information, by Richard Brent.

local_min, a Fortran77 code which finds a local minimum of a scalar function of a scalar variable, without the use of derivative information, by Richard Brent.

zero_brent, a Fortran77 code which seeks a solution of a scalar nonlinear equation f(x) = 0, by Richard Brent.

Author:

Richard Brent;

Reference:

1. Richard Brent,
   Algorithms for Minimization without Derivatives,
   Dover, 2002,
   ISBN: 0-486-41998-3,
   LC: QA402.5.B74.

Source Code:

• brent.sh, commands to compile the source code.

• glomin_original.f, finds the global minimizer of a function.
• localm_original.f, finds a local minimizer of a function.
• zero_original.f, finds the zero of a function.